NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
94.26 |
94.37 |
0.11 |
0.1% |
92.25 |
| High |
94.52 |
94.79 |
0.27 |
0.3% |
95.08 |
| Low |
93.21 |
93.31 |
0.10 |
0.1% |
91.08 |
| Close |
94.43 |
94.24 |
-0.19 |
-0.2% |
94.43 |
| Range |
1.31 |
1.48 |
0.17 |
13.0% |
4.00 |
| ATR |
1.68 |
1.67 |
-0.01 |
-0.9% |
0.00 |
| Volume |
69,548 |
59,697 |
-9,851 |
-14.2% |
296,848 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.55 |
97.88 |
95.05 |
|
| R3 |
97.07 |
96.40 |
94.65 |
|
| R2 |
95.59 |
95.59 |
94.51 |
|
| R1 |
94.92 |
94.92 |
94.38 |
94.52 |
| PP |
94.11 |
94.11 |
94.11 |
93.91 |
| S1 |
93.44 |
93.44 |
94.10 |
93.04 |
| S2 |
92.63 |
92.63 |
93.97 |
|
| S3 |
91.15 |
91.96 |
93.83 |
|
| S4 |
89.67 |
90.48 |
93.43 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.53 |
103.98 |
96.63 |
|
| R3 |
101.53 |
99.98 |
95.53 |
|
| R2 |
97.53 |
97.53 |
95.16 |
|
| R1 |
95.98 |
95.98 |
94.80 |
96.76 |
| PP |
93.53 |
93.53 |
93.53 |
93.92 |
| S1 |
91.98 |
91.98 |
94.06 |
92.76 |
| S2 |
89.53 |
89.53 |
93.70 |
|
| S3 |
85.53 |
87.98 |
93.33 |
|
| S4 |
81.53 |
83.98 |
92.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.08 |
92.20 |
2.88 |
3.1% |
1.52 |
1.6% |
71% |
False |
False |
56,696 |
| 10 |
95.08 |
90.21 |
4.87 |
5.2% |
1.94 |
2.1% |
83% |
False |
False |
55,588 |
| 20 |
95.08 |
89.74 |
5.34 |
5.7% |
1.64 |
1.7% |
84% |
False |
False |
36,252 |
| 40 |
95.08 |
82.22 |
12.86 |
13.6% |
1.64 |
1.7% |
93% |
False |
False |
25,265 |
| 60 |
95.08 |
82.22 |
12.86 |
13.6% |
1.51 |
1.6% |
93% |
False |
False |
19,855 |
| 80 |
95.08 |
79.84 |
15.24 |
16.2% |
1.46 |
1.5% |
94% |
False |
False |
16,470 |
| 100 |
95.08 |
78.15 |
16.93 |
18.0% |
1.31 |
1.4% |
95% |
False |
False |
14,093 |
| 120 |
95.08 |
75.91 |
19.17 |
20.3% |
1.21 |
1.3% |
96% |
False |
False |
12,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.08 |
|
2.618 |
98.66 |
|
1.618 |
97.18 |
|
1.000 |
96.27 |
|
0.618 |
95.70 |
|
HIGH |
94.79 |
|
0.618 |
94.22 |
|
0.500 |
94.05 |
|
0.382 |
93.88 |
|
LOW |
93.31 |
|
0.618 |
92.40 |
|
1.000 |
91.83 |
|
1.618 |
90.92 |
|
2.618 |
89.44 |
|
4.250 |
87.02 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.18 |
94.16 |
| PP |
94.11 |
94.08 |
| S1 |
94.05 |
94.00 |
|